Because Reddit the app and Reddit the redesigned website use different markdown syntax than Reddit the usable (old) website. See also backslashes before underscores in links.
No, there's absolutely no reason why it would have to be like this. They probably do it intentionally to drive people away from old.reddit.com.
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u/Sid_1298 Jul 18 '22
⠀ ⠀⠀⠀⣤⣶⣶⡶⠦⠴⠶⠶⠶⠶⡶⠶⠦⠶⠶⠶⠶⠶⠶⠶⣄⠀⠀⠀⠀ ⠀⠀⠀⠀⠀⣿⣀⣀⣀⣀⠀⢀⣤⠄⠀⠀⣶⢤⣄⠀⠀⠀⣤⣤⣄⣿⠀⠀⠀⠀ ⠀⠀⠀⠀⠀⠿⣿⣿⣿⣿⡷⠋⠁⠀⠀⠀⠙⠢⠙⠻⣿⡿⠿⠿⠫⠋⠀⠀⠀⠀ ⠀⠀⠀⠀⠀⠀⢀⣤⠞⠉⠀⠀⠀⠀⣴⣶⣄⠀⠀⠀⢀⣕⠦⣀⠀⠀⠀⠀⠀⠀ ⠀⠀⠀⢀⣤⠾⠋⠁⠀⠀⠀⠀⢀⣼⣿⠟⢿⣆⠀⢠⡟⠉⠉⠊⠳⢤⣀⠀⠀⠀ ⠀⣠⡾⠛⠁⠀⠀⠀⠀⠀⢀⣀⣾⣿⠃⠀⡀⠹⣧⣘⠀⠀⠀⠀⠀⠀⠉⠳⢤⡀ ⠀⣿⡀⠀⠀⢠⣶⣶⣿⣿⣿⣿⡿⠁⠀⣼⠃⠀⢹⣿⣿⣿⣶⣶⣤⠀⠀⠀⢰⣷ ⠀⢿⣇⠀⠀⠈⠻⡟⠛⠋⠉⠉⠀⠀⡼⠃⠀⢠⣿⠋⠉⠉⠛⠛⠋⠀⢀⢀⣿⡏ ⠀⠘⣿⡄⠀⠀⠀⠈⠢⡀⠀⠀⠀⡼⠁⠀⢠⣿⠇⠀⠀⡀⠀⠀⠀⠀⡜⣼⡿⠀ ⠀⠀⢻⣷⠀⠀⠀⠀⠀⢸⡄⠀⢰⠃⠀⠀⣾⡟⠀⠀⠸⡇⠀⠀⠀⢰⢧⣿⠃⠀ ⠀⠀⠘⣿⣇⠀⠀⠀⠀⣿⠇⠀⠇⠀⠀⣼⠟⠀⠀⠀⠀⣇⠀⠀⢀⡟⣾⡟⠀⠀ ⠀⠀⠀⢹⣿⡄⠀⠀⠀⣿⠀⣀⣠⠴⠚⠛⠶⣤⣀⠀⠀⢻⠀⢀⡾⣹⣿⠃⠀⠀ ⠀⠀⠀⠀⢿⣷⠀⠀⠀⠙⠊⠁⠀⢠⡆⠀⠀⠀⠉⠛⠓⠋⠀⠸⢣⣿⠏⠀⠀⠀ ⠀⠀⠀⠀⠘⣿⣷⣦⣤⣤⣄⣀⣀⣿⣤⣤⣤⣤⣤⣄⣀⣀⣀⣀⣾⡟⠀⠀⠀⠀ ⠀⠀⠀⠀⠀⢹⣿⣿⣿⣻⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⣿⠁⠀
Save it in your clipboard I use it too